Csóka Péter Jean-Jacques Herings Kóczy Á. László
Coherent measures of risk from a general equilibrium perspective
"As an internal regulator, a portfolio manager has to regulate the risk of its traders. In the context of a multi-division firm setting, the head-office may also set risk-limits for the divisions. Internally the risk numbers can also be used for planning... It is therefore crucial to measure risk in an appropriate way."
2007-10-17
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